Optimal Filtering (eBook, PDF)
V. N. Fomin
eBook, PDF

Optimal Filtering (eBook, PDF)

Volume II: Spatio-Temporal Fields

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In this volume the investigations of filtering problems, a start on which has been made in [55], are being continued and are devoted to theoretical problems of processing stochastic fields. The derivation of the theory of processing stochastic fields is similar to that of the theory extensively developed for stochastic processes ('stochastic fields with a one-dimensional domain'). Nevertheless there exist essential distinctions between these cases making a construction of the theory for the multi-dimensional case in such a way difficult. Among these are the absence of the notion of the 'past-f...

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